Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Hana Dvořáčková"'
Publikováno v:
Decisions in Economics and Finance
The paper considers the pricing of credit default swaps (CDSs) using a revised version of the credit risk model proposed in Cathcart and El-Jahel (2003). Default occurs either the first time a signaling process breaches a threshold barrier or unexpec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::96a284e0ec1f48f847f418661a3c150b
http://europepmc.org/articles/PMC8346788
http://europepmc.org/articles/PMC8346788
Publikováno v:
Expert Systems with Applications. 203:117345
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f4d12da367cb27c4d0fd4d1349208c62
https://doi.org/10.1016/j.eswa.2022.117345
https://doi.org/10.1016/j.eswa.2022.117345